BIS Working Papers

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159: The term structure of credit spreads in project finance

Marco Sorge and Blaise Gadanecz

158: Market distress and vanishing liquidity: anatomy and policy options

Claudio Borio

157: Securing sustainable price stability: should credit come back from the wilderness?

Claudio Borio and Philip Lowe

156: Deposit Insurance and Bank Intermediation in the Long Run

Robert Cull, Lemma Senbet and Marco Sorge

155: Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs

Andrew Filardo

154: Monetary and real shocks, the business cycle and the value of the euro

Renato Filosa

153: Macroeconomic implications of rising household debt

Guy Debelle

152: Back to the future? Assessing the deflation record

Andrew Filardo and Claudio Borio

151: Bank ties and bond market access: evidence on investment-cash flow sensitivity in Japan

Patrick McGuire

150: Bank lending and commercial property cycles: some cross-country evidence

E Davis and Zhu Haibin

149: Monetary policy rules in emerging market economies: issues and evidence

Madhusudan Mohanty and Marc Klau

148: The 2001 US recession: what did recession prediction models tell us?

Andrew Filardo

147: Whither monetary and financial stability? the implications of evolving policy regimes

William White and Claudio Borio

146: Consumer credit scoring: do situational circumstances matter?

Robert Avery, Paul Calem and Glenn Canner

145: Are changes in financial structure extending safety nets?

William White

144: Transparency versus constructive ambiguity in foreign exchange intervention

Priscilla Chiu

143: The Balassa-Samuelson effect in central Europe: a disaggregated analysis

Dubravko Mihaljek and Marc Klau

142: Three episodes of financial fragility in Norway since the 1890s

Karsten Gerdrup

141: Financial strains and the zero lower bound: the Japanese experience

Mitsuhiro Fukao

140: Asset prices, financial imbalances and monetary policy: are inflation targets enough?

Charles Bean

139: External constraints on monetary policy and the financial accelerator

Mark Gertler, Simon Gilchrist and Fabio Natalucci

138: Public and private information in monetary policy models

Hyun Song Shin and Jeffery Amato

137: The Great Depression as a credit boom gone wrong

Barry Eichengreen and Kris Mitchener

136: The price level, relative prices and economic stability: aspects of the interwar debate

David Laidler

135: Currency Crises and the Informational Role of Interest Rates

Nikola Tarashev

134: The cost of barriers to entry: evidence from the market for corporate euro bond underwriting

Joao Santos and Kostas Tsatsaronis

133: How good is the BankScope database? A cross-validation exercise with correction factors for market concentration measures

Kaushik Bhattacharya

132: Developing country economic structure and the pricing of syndicated credits

Yener Altunbas and Blaise Gadanecz

131: Optimal supervisory policies and depositor-preference laws

Henri Pagès and Joao Santos

130: Living with flexible exchange rates: issues and recent experience in inflation targeting emerging market economies

Corrinne Ho and Robert McCauley

129: Are credit ratings procyclical?

C. Furfine and Jeffery Amato

128: Towards a macroprudential framework for financial supervision and regulation?

Claudio Borio

127: A tale of two perspectives: old or new challenges for monetary policy?

Claudio Borio, Wiliam English and Andrew Filardo

126: A survey of cyclical effects in credit risk measurement model

Linda Allen and Anthony Saunders

125: The institutional memory hypothesis and the procyclicality of bank lending behaviour

Allen Berger and Gregory Udell

124: Credit constraints, financial liberalisation and twin crises

Zhu Haibin

123: Communication and monetary policy

Jeffery Amato, Hyun Song Shin and Stephen Morris

122: Positive feedback trading under stress: Evidence from the US Treasury securities market

Benjamin Cohen and Hyun Song Shin

121: Implications of habit formation for optimal monetary policy

Jeffery Amato and Thomas Laubach

120: Changes in market functioning and central bank policy: an overview of the issues

Marvin Barth, Philip Wooldridge and Eli Remolona

119: A VAR analysis of the effects of monetary policy in East Asia

Ben Fung

118: Should banks be diversified? Evidence from individual bank loan portfolios

Iftekhar Hasan, Anthony Saunders and Viral Acharya

117: Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy

Philip Lowe and Miguel Segoviano

116: Credit risk measurement and procyclicality

Philip Lowe

115: China's asset management corporations

Guonan Ma and Ben Fung

114: Asset prices, financial and monetary stability: exploring the nexus

Philip Lowe and Claudio Borio

113: The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios

Edward Altman, Andrea Resti and Andrea Sironi

112: Determinants of international bank lending to emerging market countries

Serge Jeanneau and Marian Micu

111: Output trends and Okun's law

Gert Schnabel

110: A survey of the institutional and operational aspects of modern-day currency boards

Corrinne Ho